This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".

R and Python scripts to get and format quotes for closed-end funds and exchange-traded funds

ETF Scraper: This script saves you time when searching for Exchange Traded Funds (5000+ ETFs). No need to spend hours browsing providers' websites or wondering if aggregators' lists are up to date.

studying US ETFs and Mutual Funds landscape

This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.